+140.5%
LLY vs IAU
+99.0%
+41.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +6.6% | -4.6% | +11.2% | +7.1% |
| 30D | +19.4% | -5.4% | +24.9% | +20.1% |
| 3M | +19.6% | -10.9% | +30.5% | +21.1% |
| 6M | +42.6% | -17.4% | +59.9% | +45.5% |
| YTD | +35.0% | -10.2% | +45.2% | +35.9% |
| 1Y | +42.0% | -7.1% | +49.1% | +42.3% |
| 3Y | +140.5% | +97.7% | +42.8% | +129.8% |
| All | +140.5% | +99.0% | +41.5% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IAU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling